A Cautionary Tale about Levene's Tests for Equal Variances

The central messages of this paper are that (a) unequal variances may be more prevalent than typically imagined in educational and policy research, and (b) when considering tests of equal variances one needs to be cautious about what is being referred to as “Levene’s test” because Levene’s test is actually a family of techniques. Depending on which of the Levene tests that are being implemented, and particularly the Levene test based on means which is found in widely used software like SPSS, one may be using a statistical technique that is as bad (if not worse) than the F test which the Levene test was intended to replace.

[1]  G. Glass,et al.  Statistical methods in education and psychology , 1970 .

[2]  Dean J. Champion,et al.  Basic Statistics for Social Research , 1970 .

[3]  G. A. Ferguson,et al.  Statistical analysis in psychology and education , 1960 .

[4]  R. Iman,et al.  Rank Transformations as a Bridge between Parametric and Nonparametric Statistics , 1981 .

[5]  Morton B. Brown,et al.  The Small Sample Behavior of Some Statistics Which Test the Equality of Several Means , 1974 .

[6]  Martin S. Levy,et al.  Analysis of Levene’s Test Under Design Imbalance , 1997 .

[7]  Bruno D. Zumbo,et al.  The relative power of parametric and nonparametric statistical methods. , 1993 .

[8]  Michael R. Harwell,et al.  Summarizing Monte Carlo Results in Methodological Research: The One- and Two-Factor Fixed Effects ANOVA Cases , 1992 .

[9]  R. O’brien,et al.  Robust techniques for testing heterogeneity of variance effects in factorial designs , 1978 .

[10]  D. W. Zimmerman,et al.  Rank Transformations and the Power of the Student T Test and Welch T' Test for Non-Normal Populations with Unequal Variances , 1993 .

[11]  Barry H. Cohen,et al.  Essentials of Statistics for the Social and Behavioral Sciences , 2003 .

[12]  G. Box NON-NORMALITY AND TESTS ON VARIANCES , 1953 .

[13]  Barbara G. Tabachnick,et al.  Experimental designs using ANOVA , 2006 .

[14]  Eva D. Vaughan Statistics: Tools for Understanding Data in the Behavioral Sciences , 1997 .

[15]  Ronald C. Serlin,et al.  QUANTITATIVE METHODS IN PSYCHOLOGY Comparison of ANOVA Alternatives Under Variance Heterogeneity and Specific Noncentrality Structures , 1986 .

[16]  Bruno D. Zumbo,et al.  Investigation of the Robust Rank-Order Test for Non-Normal Populations with Unequal Variances: The Case of Reaction Time , 1997 .

[17]  T. Micceri The unicorn, the normal curve, and other improbable creatures. , 1989 .

[18]  W. Hays Statistics, 4th ed. , 1988 .

[19]  W. Hoeffding,et al.  Contributions to Probability and Statistics: Essays in Honor of Harold Hotelling , 1961 .

[20]  R. O’brien,et al.  A General ANOVA Method for Robust Tests of Additive Models for Variances , 1979 .

[21]  Helmut Schneider,et al.  A note on levene's tests for equality of variances , 1985 .

[22]  Lewis H. Shoemaker,et al.  Fixing the F Test for Equal Variances , 2003 .

[23]  M. E. Johnson,et al.  A Comparative Study of Tests for Homogeneity of Variances, with Applications to the Outer Continental Shelf Bidding Data , 1981 .

[24]  D. W. Zimmerman Comparative Power of Student T Test and Mann-Whitney U Test for Unequal Sample Sizes and Variances , 1987 .

[25]  Morton B. Brown,et al.  Robust Tests for the Equality of Variances , 1974 .